+3.4%
PEP vs ELAN
-31.8%
+35.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.2% |
| 7D | -1.4% | -6.4% | +5.0% | -0.9% |
| 30D | -0.2% | +0.6% | -0.8% | -0.3% |
| 3M | -4.3% | 0.0% | -4.3% | -4.4% |
| 6M | -13.2% | -3.4% | -9.8% | -13.3% |
| YTD | -1.9% | +1.0% | -2.9% | -2.4% |
| 1Y | -0.3% | +24.7% | -25.0% | -2.5% |
| 3Y | -13.6% | +97.2% | -110.8% | -20.0% |
| 5Y | +3.4% | -31.5% | +34.9% | +8.9% |
| All | +3.4% | -31.8% | +35.2% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ELAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling